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Asset Pricing Models

In: Encyclopedia of Finance

Author

Listed:
  • Wayne E. Ferson

    (University of Southern California)

Abstract

The asset pricing models of financial economics describe the prices and expected rates of return of securities based on arbitrage or equilibrium theories. These models are reviewed from an empirical perspective, emphasizing the relationships among the various models.

Suggested Citation

  • Wayne E. Ferson, 2022. "Asset Pricing Models," Springer Books, in: Cheng-Few Lee & Alice C. Lee (ed.), Encyclopedia of Finance, edition 0, chapter 9, pages 613-627, Springer.
    • Handle: RePEc:spr:sprchp:978-3-030-91231-4_9
    DOI: 10.1007/978-3-030-91231-4_9
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    Cited by:

    1. James W. Kolari & Jianhua Z. Huang & Wei Liu & Huiling Liao, 2022. "Further Tests of the ZCAPM Asset Pricing Model," JRFM, MDPI, vol. 15(3), pages 1-23, March.

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